I was able to build wxWidgets without any problems (batch build of every solution).

But when I try to build wxFreeChart I get errors like this:1>F:\wxWidgets-3.0.2\include\msvc\wx/setup.h(119): fatal error C1083: Cannot open include file: '../../../lib/vc_dll/mswd/wx/setup.h': No such file or directory

I assume you built wxWidgets in the default and recommended Unicode mode, i.e. the library files and intermediate folders have "u" in their names, such as %WXWIN%\lib\vc_lib\mswud\wx and wxbase31ud.lib.

AFAIK, wxFreeChart has not been updated for wxWidgets 3 and expects the ANSI build and names of the folders and libraries. You have to change those in the project settings.